Finance
I have an investment portfolio with ~300% returns, and wrote a bachelors dissertation on Autoregressive and Multifractal US stock market analysis. The focus of my dissertation was long range dependence (long memory) analysis of S&P500 prices using the Multifractal Detrended Fluctuation Analysis (MF-DFA) variant called Multifractal Backwards Detrended Moving Average Analysis (MF-BDMA). this was done alongside autoregressive integrated moving average modelling and a runs test. The results showed strong multifractality and long memory in recent S&P500 Prices.
My skill in finance is aided by interdisciplinary competence in psychology, behavioural finance, IT, programming and science. I focus on contrarian and value approaches, fundamental and technical analysis.
I am using python to automate stock tracking and analysis and already wrote programs for stock charting and technical analysis (Bollinger bands, MACD, RSI, SMA/EMA) and stochastic portfolio optimization in python.
My skill in finance is aided by interdisciplinary competence in psychology, behavioural finance, IT, programming and science. I focus on contrarian and value approaches, fundamental and technical analysis.
I am using python to automate stock tracking and analysis and already wrote programs for stock charting and technical analysis (Bollinger bands, MACD, RSI, SMA/EMA) and stochastic portfolio optimization in python.
Above is my stock charting, technical analysis and efficient frontier portfolio management program written in Python.
